0.17Open0.14Pre Close7 Volume87 Open Interest26.00Strike Price115.00Turnover18.50%IV1.28%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4137Delta0.5744Gamma129.10Leverage Ratio-0.0198Theta0.0021Rho53.41Eff Leverage0.0143Vega